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PyMC implementation of WALNUTS sampler #7836

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PyMC implementation of WALNUTS sampler #7836

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7b8112a
Sketch of WALNUTS sampler
fonnesbeck Jun 26, 2025
69de1e6
WALNUTS unit tests
fonnesbeck Jun 26, 2025
603021f
add paper reference to docstring
fonnesbeck Jun 26, 2025
4b474b5
Refactor WALNUTS sampler implementation with enhanced adaptive step s…
fonnesbeck Jun 26, 2025
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3 changes: 2 additions & 1 deletion pymc/step_methods/__init__.py
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Expand Up @@ -15,7 +15,7 @@
"""Step methods."""

from pymc.step_methods.compound import BlockedStep, CompoundStep
from pymc.step_methods.hmc import NUTS, HamiltonianMC
from pymc.step_methods.hmc import NUTS, WALNUTS, HamiltonianMC
from pymc.step_methods.metropolis import (
BinaryGibbsMetropolis,
BinaryMetropolis,
Expand All @@ -35,6 +35,7 @@
# Other step methods can be added by appending to this list
STEP_METHODS: list[type[BlockedStep]] = [
NUTS,
WALNUTS,
HamiltonianMC,
Metropolis,
BinaryMetropolis,
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1 change: 1 addition & 0 deletions pymc/step_methods/hmc/__init__.py
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Expand Up @@ -16,3 +16,4 @@

from pymc.step_methods.hmc.hmc import HamiltonianMC
from pymc.step_methods.hmc.nuts import NUTS
from pymc.step_methods.hmc.walnuts import WALNUTS
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